Book Reviews 26.4

The BUGS Book: A Practical Introduction to Bayesian Analysis

David Lunn, Christopher Jackson, Nicky Best, Andrew Thomas, and David Spiegelhalter

BUGS bookHardcover: xvii+381 pages

Publisher: Chapman & Hall/CRC Press, Taylor & Francis Group

Language: English

ISBN-13: 978-1584888499

If a book has ever been so much desired in the world of statistics, it is for sure this one. Many people have been expecting it for more than 20 years, ever since the WinBUGS software has been in use. Therefore, the tens of thousands of users of WinBUGS are indebted to the leading team of the BUGS project (D. Lunn, C. Jackson, N. Best, A. Thomas, and D. Spiegelhalter) for having eventually succeeded in finalizing the writing of this book and making sure the long-held expectations are not dashed. As well explained in the preface, the BUGS project initiated at Cambridge was a very ambitious one and at the forefront of the MCMC movement that revolutionized the development of Bayesian statistics in the early 1990s after the pioneering publication of Gelfand and Smith on Gibbs sampling.

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